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From bilateral two-way to unilateral one-way flow link-formation

Olaizola, Norma; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 7 (2016) 2, pp. 257-278

We provide a model that allows for a transition between the simplest variation of two basic models of strategic network formation: Bala and Goyal's one-way flow model without decay, where links can be unilaterally formed, and a version without decay of Jackson and Wolinsky's connections model...

Persistent link: https://www.econbiz.de/10011650320

Characterization of efficient networks in a generalized connections model with endogenous link strength

Olaizola, Norma; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 11 (2020) 3, pp. 341-367

We consider a natural generalization of Jackson and Wolinsky's (J Econ Theory 71:44- 74, 1996) connections model where …

Persistent link: https://www.econbiz.de/10014496086

The impact of bank capital, bank liquidity and credit risk on profitability in postcrisis period: A comparative study of US and Asia

Abbas, Faisal; Iqbal, Shahid; Aziz, Bilal - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-18

The purpose of this study is to explore the influence of bank capital, bank liquidity level and credit risk on the … economies similar to in the USA commercial banks, whereas the impact of liquidity on the profitability of the USA large … indicate that a 6% increase in capital leads to a 1% increase in profit, a 3.5% increase in liquidity leads to a 1% increase in …

Persistent link: https://www.econbiz.de/10012657522

A connections model with decreasing returns link-formation technology

Olaizola, Norma; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 14 (2023) 1, pp. 31-61

We study a connections model where the strength of a link depends on the amount invested in it and is determined by an increasing strictly concave function. The revenue from investments in links is the value (information, contacts, friendship) that the nodes receive through the network. First,...

Persistent link: https://www.econbiz.de/10014496075

Dynamics of funding liquidity and risk-taking: Evidence from commercial banks

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Wong, Wing Keung - In: Journal of Risk and Financial Management 14 (2021) 6, pp. 1-16

The purpose of this study is to investigate the impact of funding liquidity risk on the banks' risk-taking behavior. To … funding liquidity increases the banks' risk-taking of US commercial banks. Furthermore, banks with higher deposits are less … findings infer that increases in bank funding liquidity increase both risk-weighted assets and liquidity creation, and deposit …

Persistent link: https://www.econbiz.de/10013200965

How commercial banks adjust capital ratios: Empirical evidence from the USA?‎

Abbas, Faisal; Ali, Shoaib; Yousaf, Imran; Rizwan, Sohail - In: Cogent Business & Management 7 (2020) 1, pp. 1-18

This study examines the speed of adjustment of the leverage and regulatory capital ratios between 2002 and 2018 for large commercial banks of the USA. The study applies a two-step system GMM technique to obtain the speed of adjustment. The results prove that higher-quality capital requires...

Persistent link: https://www.econbiz.de/10012657317

Nexus between bank capital and risk-taking behaviour: Empirical evidence from US commercial banks

Abbas, Faisal; Ali, Shoaib; Moudud-Ul-Huq, Syed; … - In: Cogent Business & Management 8 (2021) 1, pp. 1-17

supported by the regulatory hypothesis. The results are same across various categories based on capitalization and liquidity …

Persistent link: https://www.econbiz.de/10012657376

Dynamics of bank capital ratios and risk-taking: Evidence from US commercial banks

Abbas, Faisal; Ali, Shoaib - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-21

This study aims to explore how different capital ratios influence the risk-taking of large commercial banks of the USA. The study collects the data from FDIC for commercial banks from 2003 to 2019. We use a two-step GMM method to manage the endogeneity, simultaneity, heteroscedasticity, and...

Persistent link: https://www.econbiz.de/10014001550

How do bank capital and capital buffer affect risk: Empirical evidence from large US commercial banks

Abbas, Faisal; Younas, Zahid Irshad - In: Journal of Central Banking Theory and Practice 10 (2021) 2, pp. 109-131

This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show that bank capital has a positive influence on total...

Persistent link: https://www.econbiz.de/10014558394

Preferences, actions and voting rules

Artabe, Alaitz; Laruelle, Annick; Valenciano, Federico - In: SERIEs - Journal of the Spanish Economic Association 3 (2012) 1/2, pp. 15-28

In this paper we address several issues related to collective dichotomous decision-making by means of quaternary voting rules, i.e., when voters may choose between four actions: voting yes, voting no, abstaining and not turning up-which are aggregated by a voting rule into a dichotomous...

Persistent link: https://www.econbiz.de/10010317141